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大时间序列分类烘焙:对最近提出的算法的实验评估

The Great Time Series Classification Bake Off: An Experimental Evaluation of Recently Proposed Algorithms
课程网址: https://videolectures.net/videos/kdd2016_lines_proposed_algorithm...  
主讲教师: Jason Lines
开课单位: KDD 2016研讨会
开课时间: 2025-02-04
课程语种: 英语
中文简介:
在过去的五年里,文献中提出了大量新的时间序列分类算法。这些算法已经在加州大学河滨分校时间序列分类档案中的47个数据集的子集上进行了评估。该档案最近已扩展到85个数据集,其中一半以上是东安格利亚大学的研究人员捐赠的。先前评估的各个方面使得算法之间的比较变得困难。例如,已经使用了几种不同的编程语言,实验涉及单个训练/测试分割,一些使用了归一化数据,而另一些则没有。档案的重新启动为在大量数据集上彻底评估算法提供了及时的机会。我们在一个通用的Java框架中实现了20个最近提出的算法,并通过在85个数据集中的每一个上执行100个重采样实验,将它们与两个标准基准分类器(以及彼此)进行了比较。我们使用这些结果来检验与算法是否比基准和彼此更准确相关的几个假设。我们的结果表明,这些算法中只有9个比这两个基准都准确得多,而一个分类器,即转换集合,比所有其他分类器都准确。我们所有的实验和结果都是可重复的:我们发布了所有的代码、结果和实验细节,我们希望这些实验为未来更严格地测试新算法奠定基础。
课程简介: In the last five years there have been a large number of new time series classification algorithms proposed in the literature. These algorithms have been evaluated on subsets of the 47 data sets in the University of California, Riverside time series classification archive. The archive has recently been expanded to 85 data sets, over half of which have been donated by researchers at the University of East Anglia. Aspects of previous evaluations have made comparisons between algorithms difficult. For example, several different programming languages have been used, experiments involved a single train/test split and some used normalised data whilst others did not. The relaunch of the archive provides a timely opportunity to thoroughly evaluate algorithms on a larger number of datasets. We have implemented 20 recently proposed algorithms in a common Java framework and compared them against two standard benchmark classifiers (and each other) by performing 100 resampling experiments on each of the 85 datasets. We use these results to test several hypotheses relating to whether the algorithms are significantly more accurate than the benchmarks and each other. Our results indicate that only 9 of these algorithms are significantly more accurate than both benchmarks and that one classifier, the Collective of Transformation Ensembles, is significantly more accurate than all of the others. All of our experiments and results are reproducible: we release all of our code, results and experimental details and we hope these experiments form the basis for more rigorous testing of new algorithms in the future.
关 键 词: 大时间序列; 实验评估; 分类算法
课程来源: 视频讲座网
数据采集: 2025-03-31:liyq
最后编审: 2025-03-31:liyq
阅读次数: 3